Instrumental variables selection : a comparison between regularization and post-regularization methods

Instrumental variables are commonly used in statistics, econometrics, and epidemiology to obtain consistent parameter estimates in regression models when some of the predictors are correlated with the error term. However, the properties of these estimators are sensitive to the choice of valid instru...

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Bibliographic Details
Main Author: Di Gravio, Chiara
Language:English
Published: University of British Columbia 2015
Online Access:http://hdl.handle.net/2429/54569